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John Denis Sargan

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Title: John Denis Sargan  
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Subject: John von Neumann, Tjalling Koopmans, Unit root test, List of London School of Economics people, Peter C. B. Phillips, Durbin–Watson statistic, David Forbes Hendry, Alok Bhargava
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John Denis Sargan

John Denis Sargan (1924–1996) was a British econometrician who specialized in the analysis of economic time-series. Sargan made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric estimators, identification conditions in simultaneous equations models, asymptotic tests for overidentifying restrictions in homoskedastic equations and exact tests for unit roots in autoregressive and moving average models (co-authored with Alok Bhargava). At the LSE, Sargan was Professor of Econometrics from 1964-84.[1] Sargan was President of the Econometric Society, a Fellow of the British Academy[2] and an (honorary foreign) member of the American Academy of Arts and Sciences.[1][3]

Selected publications

  • Sargan, J. D. (1958). The estimation of economic relationships using instrumental variables. Econometrica, 393-415.
  • Sargan, J. D. (1964). Wages and prices in the United Kingdom: a study in econometric methodology, 16, 25-54. in Econometric Analysis for National Economic Planning, ed. by P. E. Hart, G. Mills, and J. N. Whittaker. London: Butterworths


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